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20172026
most citedA particle model for the herding phenomena induced by dynamic market signals

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math.OC2021

A Constrained Consensus Based Optimization algorithm and its Application to Finance

Hyeong-Ohk Bae, Seung-Yeal Ha, Myeongju Kang +3

In this paper, we propose a predictor-corrector type Consensus Based Optimization (CBO) algorithm on a convex feasible set. Our proposed algorithm generalizes the CBO algorithm in…